Direxion Daily S&P 500 Bear 1x Shares EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.44% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0054 | 1.22 | |
| 0.2387 | 13.90 | |
| 0.9520 | 340.74 | |
| 0.1576 | 12.36 |
Estimation Period:
Jun 8, 2016 to Feb 6, 2026
Jun 8, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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